+575.6%
NUE vs QSR
+135.2%
+440.5%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +0.9% | +1.3% |
| 7D | -0.6% | -4.0% | +3.4% | +1.1% |
| 30D | -4.6% | +2.8% | -7.3% | -5.8% |
| 3M | -0.3% | +5.1% | -5.4% | -2.8% |
| 6M | +51.9% | +8.8% | +43.1% | +45.1% |
| YTD | +60.0% | +14.8% | +45.2% | +48.8% |
| 1Y | +82.9% | +25.7% | +57.2% | +62.9% |
| 3Y | +66.0% | +27.5% | +38.4% | +43.9% |
| 5Y | +149.0% | +41.3% | +107.7% | +103.4% |
| All | +575.6% | +135.2% | +440.5% | +327.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded QSR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling